+120.6%
VLO vs NWSA
+18.2%
+102.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.7% | -9.5% | -5.0% |
| 7D | -6.0% | +4.3% | -10.2% | -5.1% |
| 30D | -12.9% | +5.6% | -18.4% | -11.8% |
| 3M | +18.3% | +7.3% | +11.1% | +20.2% |
| 6M | +46.4% | +18.8% | +27.6% | +52.7% |
| YTD | +127.7% | +17.9% | +109.9% | +134.8% |
| 1Y | +120.6% | +19.3% | +101.3% | +127.3% |
| All | +120.6% | +18.2% | +102.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling